FIX.5.0SP2 Message

OrderCancelRequest [type 'F']

<OrdCxlReq>


The order cancel request message requests the cancellation of all of the remaining quantity of an existing order. Note that the Order Cancel/Replace Request should be used to partially cancel (reduce) an order).




Added  FIX.2.7

Expand Components | Collapse Components

 

Field or Component

Field Name

FIXML name

Req'd

Comments

Depr.


Component

StandardHeader

BaseHeader


MsgType = F

 



Component

Parties

Pty

 

Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages"

 


Component

Instrument

Instrmt


Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages"

 


Component

FinancingDetails

FinDetls

 

Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages"

Must match original order

 


Component

UndInstrmtGrp

Undly

 

Number of underlyings

 


​​54​​

​​Side​​

@Side


 

 


​​60​​

​​TransactTime​​

@TxnTm


Time this order request was initiated/released by the trader or trading system.

 



Component

OrderQtyData

OrdQty


Insert here the set of "OrderQtyData" fields defined in "Common Components of Application Messages"

Note: OrderQty = CumQty + LeavesQty (see exceptions above)

 


​​376​​

​​ComplianceID​​

@ComplianceID

 

 

 


​​58​​

​​Text​​

@Txt

 

 

 


​​354​​

​​EncodedTextLen​​

@EncTxtLen

 

Must be set if EncodedText field is specified and must immediately precede it.

 


​​355​​

​​EncodedText​​

@EncTxt

 

Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.

 


Component

StandardTrailer

 


 

 


消息实现：

package cs.mina.codec.msg;

import java.util.HashSet;
import java.util.List;
import java.util.Set;

import cs.mina.exception.InValidDataException;

/*
 *@author(huangxiaoping)
 *@date 2013-11-29
 */
public class OrderCancelRequestMsg extends BaseMsg {
  private Tag clOrdID=new Tag("11","String",true);
  private Tag parties=new PartiesTag(false);
  private Tag instrument=new InstrumentTag(true);
  private Tag transactTime=new Tag("60","UTCTimestamp",true);
  private Tag side=new Tag("54","char",true);
  private Tag orderQtyData=new OrderQtyDataTag(true);
  private Tag text=new Tag("58","String",false);
  private Tag orderID=new Tag("37","String",false);
  private Tag origClOrdID=new Tag("41","String",false);
  
  private Set<String> tagIdsSet=new HashSet<String>();
  public OrderCancelRequestMsg(){
    this.getHeadEntity().getMsgType().setTagValue("F");
    tagIdsSet.add("11");
    tagIdsSet.add("60");
    tagIdsSet.add("54");
    tagIdsSet.add("58");
    tagIdsSet.add("37");
    tagIdsSet.add("41");
    this.bodyEntity.getBodyTagList().add(clOrdID);
    this.bodyEntity.getBodyTagList().add(parties);
    this.bodyEntity.getBodyTagList().add(instrument);
    this.bodyEntity.getBodyTagList().add(transactTime);
    this.bodyEntity.getBodyTagList().add(side);
    this.bodyEntity.getBodyTagList().add(orderQtyData);
    this.bodyEntity.getBodyTagList().add(text);
    this.bodyEntity.getBodyTagList().add(orderID);
    this.bodyEntity.getBodyTagList().add(origClOrdID);
  }
  
  @Override
  public void decodeBody() {

  }

  @Override
  public void validate() {
    this.headEntity.validate();
    List<Tag> bodyTagList=this.bodyEntity.getBodyTagList();
    for(int i=0;i<bodyTagList.size();i++){
      bodyTagList.get(i).validate();
    }
    this.tailerEntity.validate();
    if(side.getTagValue()!=null){
      if(!MsgUtil.side.contains(side.getTagValue())){
        throw new InValidDataException("side错误["+side.getTagId()+"="+side.getTagValue()+"]");
      }
    }
  }

  public Tag getClOrdID() {
    return clOrdID;
  }

  public void setClOrdID(Tag clOrdID) {
    this.clOrdID = clOrdID;
  }

  public Tag getParties() {
    return parties;
  }

  public void setParties(Tag parties) {
    this.parties = parties;
  }

  public Tag getInstrument() {
    return instrument;
  }

  public void setInstrument(Tag instrument) {
    this.instrument = instrument;
  }

  public Tag getTransactTime() {
    return transactTime;
  }

  public void setTransactTime(Tag transactTime) {
    this.transactTime = transactTime;
  }

  public Tag getSide() {
    return side;
  }

  public void setSide(Tag side) {
    this.side = side;
  }

  public Tag getOrderQtyData() {
    return orderQtyData;
  }

  public void setOrderQtyData(Tag orderQtyData) {
    this.orderQtyData = orderQtyData;
  }

  public Tag getText() {
    return text;
  }

  public void setText(Tag text) {
    this.text = text;
  }

  public Tag getOrderID() {
    return orderID;
  }

  public void setOrderID(Tag orderID) {
    this.orderID = orderID;
  }

  public Tag getOrigClOrdID() {
    return origClOrdID;
  }

  public void setOrigClOrdID(Tag origClOrdID) {
    this.origClOrdID = origClOrdID;
  }

  public Set<String> getTagIdsSet() {
    return tagIdsSet;
  }

  public void setTagIdsSet(Set<String> tagIdsSet) {
    this.tagIdsSet = tagIdsSet;
  }

}


消息处理：略